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JP Morgan Put 42 AA 20.12.2024/  DE000JV3FV49  /

EUWAX
2024-11-06  10:14:00 AM Chg.-0.090 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.210EUR -30.00% -
Bid Size: -		 -
Ask Size: -		 Alcoa Corporation 42.00 USD 2024-12-20 Put
 

Master data

WKN: JV3FV4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Alcoa Corporation
Type: Warrant
Option type: Put
Strike price: 42.00 USD
Maturity: 2024-12-20
Issue date: 2024-10-17
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -15.05
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.45
Parity: -0.07
Time value: 0.26
Break-even: 35.81
Moneyness: 0.98
Premium: 0.08
Premium p.a.: 0.96
Spread abs.: 0.02
Spread %: 8.33%
Delta: -0.42
Theta: -0.03
Omega: -6.27
Rho: -0.02
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.300
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.38%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.300
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.332
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -